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Shopify Inc. Class A subordinate voting shares SHOP

i

Market dataready · fetched 2026-11-06T13:57:53.837Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T13:53:19.410386579Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:57:53.262804+00:00

Share price$144.93
1D+0.3%
$144.38$144.53$144.69$144.85$145.015:30 AM6:30 AM9:00 AM1:00 PMSHOP
Sold putSold call

Shopify Inc. Class A subordinate voting shares options

Live interpolated SHOP call and put midpoint premiums by absolute delta.Shopify Inc. Class A subordinate voting shares$0.86$5.60$10.34$15.08$19.83$100.15$117.89$135.63$153.37$171.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SHOP spot · $144.93SHOP PRICE$1.37$1.82$2.36$4.26$5.19$5.94$6.78$7.05$8.08$9.31$10.43$1.85$2.40$3.33$3.86$4.70$5.73$6.25$7.73$9.61$10.97$11.84$14.23$18.46
PutsCheap0.43×
Calls——
Skew——
Implied moveBearish±$11.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ156.8563.6%9.2%133.1978.1%9.4%
25Δ154.4563.0%7.8%135.8576.0%7.9%
30Δ152.6264.6%6.9%137.5382.1%7.4%
35Δ140.0176.8%6.1%
40Δ141.9877.2%5.3%
45Δ147.3365.9%4.6%143.9278.7%4.7%
50Δ145.7068.6%4.1%145.7973.1%3.7%
55Δ143.9867.6%3.4%147.8577.1%3.3%
60Δ142.3066.8%2.9%150.2582.0%3.0%
65Δ140.9660.0%2.1%152.4181.0%2.4%
70Δ139.3559.8%1.7%154.1176.1%1.8%
75Δ137.6160.0%1.4%157.0578.6%1.5%
80Δ135.9658.2%1.0%161.6886.8%1.2%

20Δ

Calls
Pseudo strike
156.85
IV
63.6%
B/E move
9.2%
Puts
Pseudo strike
133.19
IV
78.1%
B/E move
9.4%

25Δ

Calls
Pseudo strike
154.45
IV
63.0%
B/E move
7.8%
Puts
Pseudo strike
135.85
IV
76.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
152.62
IV
64.6%
B/E move
6.9%
Puts
Pseudo strike
137.53
IV
82.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.01
IV
76.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.98
IV
77.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
147.33
IV
65.9%
B/E move
4.6%
Puts
Pseudo strike
143.92
IV
78.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
145.70
IV
68.6%
B/E move
4.1%
Puts
Pseudo strike
145.79
IV
73.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
143.98
IV
67.6%
B/E move
3.4%
Puts
Pseudo strike
147.85
IV
77.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
142.30
IV
66.8%
B/E move
2.9%
Puts
Pseudo strike
150.25
IV
82.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
140.96
IV
60.0%
B/E move
2.1%
Puts
Pseudo strike
152.41
IV
81.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
139.35
IV
59.8%
B/E move
1.7%
Puts
Pseudo strike
154.11
IV
76.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
137.61
IV
60.0%
B/E move
1.4%
Puts
Pseudo strike
157.05
IV
78.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
135.96
IV
58.2%
B/E move
1.0%
Puts
Pseudo strike
161.68
IV
86.8%
B/E move
1.2%

Options history

IV · four-Friday blend96.14%
Daily close
SHOP37.2%68.8%100.5%2026-08-10: 48.40%2026-08-11: 46.20%2026-08-12: 44.45%2026-08-13: 47.00%2026-08-14: 41.56%2026-08-17: 45.23%2026-08-18: 45.22%2026-08-19: 44.36%2026-08-20: 45.54%2026-08-21: 42.80%2026-08-24: 47.81%2026-08-25: 46.77%2026-08-26: 44.71%2026-08-27: 44.71%2026-08-28: 42.49%2026-08-31: 44.61%2026-09-01: 45.69%2026-09-02: 44.08%2026-09-03: 47.33%2026-09-04: 49.10%2026-09-08: 52.71%2026-09-09: 54.52%2026-09-10: 51.84%2026-09-11: 45.35%2026-09-14: 51.08%2026-09-15: 51.58%2026-09-16: 51.78%2026-09-17: 46.59%2026-09-18: 43.16%2026-09-21: 54.77%2026-09-22: 55.45%2026-09-23: 57.65%2026-09-24: 58.42%2026-09-25: 53.15%2026-09-28: 57.13%2026-09-29: 58.09%2026-09-30: 54.91%2026-10-01: 51.98%2026-10-02: 47.70%2026-10-05: 51.88%2026-10-06: 50.17%2026-10-07: 50.20%2026-10-08: 49.48%2026-10-09: 52.37%2026-10-12: 56.64%2026-10-13: 57.26%2026-10-14: 58.94%2026-10-15: 62.29%2026-10-16: 68.68%2026-10-19: 68.48%2026-10-20: 70.24%2026-10-21: 70.70%2026-10-22: 74.25%2026-10-23: 74.47%2026-10-26: 77.34%2026-10-27: 79.54%2026-10-28: 83.46%2026-10-29: 86.96%2026-10-30: 96.14%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
48.40%
46.20%
44.45%
47.00%
41.56%
45.23%
45.22%
44.36%
45.54%
42.80%
47.81%
46.77%
44.71%
44.71%
42.49%
44.61%
45.69%
44.08%
47.33%
49.10%
52.71%
54.52%
51.84%
45.35%
51.08%
51.58%
51.78%
46.59%
43.16%
54.77%
55.45%
57.65%
58.42%
53.15%
57.13%
58.09%
54.91%
51.98%
47.70%
51.88%
50.17%
50.20%
49.48%
52.37%
56.64%
57.26%
58.94%
62.29%
68.68%
68.48%
70.24%
70.70%
74.25%
74.47%
77.34%
79.54%
83.46%
86.96%
96.14%